Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 3 of 3 for “"Geometrically ergodic"”.
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Estimador do Tipo Núcleo para Densidades Limites de Cadeias de Markov com Espaço de Estados Geral
… one f (x) v (dx) is the limit distribution of a geometrically ergodic chain
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Nonlinear network vector autoregression
… the TNAR process can be approximated by the geometrically ergodic process. Under these conditions, we discuss the statistical inference (estimation and test) of the TNAR model and give the asymptotic theory on the inference. The test for nonlinearity is applied. Simulation results and …
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Uniform positive recurrence and long term behavior of Markov decision processes, with applications in sensor scheduling
… class of MDPs, facilitating analysis of the ergodic cost problem via the Arzela-Ascoli theorem. We also examine and exploit the previously underutilized Harnack inequality for discrete Markov chains; one aim of this work was to discover how much can be accomplished for models with this …